Generated at 15:24 on Monday 07/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
638 |
-18,658,076 |
| 0 |
9 |
0 |
| 1 |
498 |
21,243,345 |
|
target_notional |
| target_notional |
2,585,269 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,023,366 |
2,585,269 |
3,398,584 |
40,120,475 |
883,114 |
0.075 |
0.064 |
0.085 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,915,790 |
| 0 |
0 |
| 1 |
16,939,156 |
|
alpha_notional |
| alpha_notional |
3,398,584 |
|
alpha_notional |
| pos_sign |
|
| -1 |
948,230 |
| 0 |
0 |
| 1 |
2,450,354 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
75 |
-1,048,234 |
3,091,726 |
267,969 |
-0.339 |
0.077 |
| CHN |
385 |
566,470 |
4,699,000 |
358,612 |
0.121 |
0.117 |
| HKG |
175 |
766,459 |
7,036,449 |
358,603 |
0.109 |
0.175 |
| IDN |
15 |
588,815 |
588,815 |
167,690 |
1.000 |
0.015 |
| JPN |
310 |
-1,033,354 |
16,748,552 |
514,897 |
-0.062 |
0.417 |
| KOR |
57 |
274,185 |
1,324,788 |
155,270 |
0.207 |
0.033 |
| MYS |
8 |
572,206 |
572,206 |
98,552 |
1.000 |
0.014 |
| NZL |
3 |
-157,001 |
157,001 |
27,957 |
-1.000 |
0.004 |
| PHL |
7 |
153,637 |
153,641 |
43,883 |
1.000 |
0.004 |
| SGP |
12 |
-516,996 |
738,692 |
122,077 |
-0.700 |
0.018 |
| THA |
18 |
1,050,566 |
1,050,566 |
186,509 |
1.000 |
0.026 |
| TWN |
80 |
1,368,516 |
3,959,038 |
487,100 |
0.346 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,069,980 |
| 0 |
1 |
0 |
| 1 |
19 |
1,021,746 |
| CHN |
-1 |
233 |
-1,996,382 |
| 0 |
3 |
0 |
| 1 |
149 |
2,562,853 |
| HKG |
-1 |
83 |
-3,095,351 |
| 0 |
2 |
0 |
| 1 |
90 |
3,861,810 |
| IDN |
1 |
15 |
588,815 |
| JPN |
-1 |
183 |
-8,890,953 |
| 0 |
2 |
0 |
| 1 |
125 |
7,857,599 |
| KOR |
-1 |
34 |
-525,301 |
| 1 |
23 |
799,487 |
| MYS |
1 |
8 |
572,206 |
| NZL |
-1 |
3 |
-157,001 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
153,639 |
| SGP |
-1 |
10 |
-627,844 |
| 1 |
2 |
110,848 |
| THA |
1 |
18 |
1,050,566 |
| TWN |
-1 |
36 |
-1,295,261 |
| 0 |
1 |
0 |
| 1 |
43 |
2,663,777 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,069,980 |
-2,069,980 |
-1,538,880 |
0.77 |
-0.096 |
-0.098 |
209,045 |
| 0 |
1 |
0 |
0 |
0 |
0.91 |
-0.154 |
-0.154 |
0 |
| 1 |
19 |
1,021,746 |
1,021,746 |
420,086 |
0.43 |
0.006 |
0.011 |
15,711 |
| CHN |
-1 |
233 |
-1,996,382 |
-1,996,382 |
-2,591,088 |
1.27 |
-0.078 |
-0.072 |
120,261 |
| 0 |
3 |
0 |
0 |
0 |
0.47 |
-0.027 |
-0.029 |
0 |
| 1 |
149 |
2,562,853 |
2,562,853 |
2,604,330 |
1.21 |
0.002 |
0.006 |
89,151 |
| HKG |
-1 |
83 |
-3,095,351 |
-3,095,351 |
-3,271,623 |
1.26 |
0.013 |
0.024 |
79,425 |
| 0 |
2 |
0 |
0 |
0 |
1.33 |
0.009 |
0.009 |
0 |
| 1 |
90 |
3,861,810 |
3,861,810 |
4,680,774 |
1.26 |
0.134 |
0.136 |
606,488 |
| IDN |
1 |
15 |
588,815 |
588,815 |
302,570 |
0.53 |
0.169 |
0.172 |
98,627 |
| JPN |
-1 |
183 |
-8,890,953 |
-8,890,953 |
-4,682,751 |
0.66 |
-0.058 |
-0.047 |
630,562 |
| 0 |
2 |
0 |
0 |
0 |
0.76 |
-0.013 |
-0.013 |
0 |
| 1 |
125 |
7,857,599 |
7,857,599 |
5,265,712 |
0.81 |
0.074 |
0.077 |
664,055 |
| KOR |
-1 |
34 |
-525,301 |
-525,301 |
-603,023 |
1.11 |
0.007 |
-0.003 |
5,205 |
| 1 |
23 |
799,487 |
799,487 |
364,099 |
0.77 |
0.253 |
0.265 |
237,228 |
| MYS |
1 |
8 |
572,206 |
572,206 |
265,877 |
0.31 |
0.101 |
0.079 |
82,249 |
| NZL |
-1 |
3 |
-157,001 |
-157,001 |
-41,477 |
0.31 |
-0.073 |
-0.073 |
11,419 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.049 |
0.049 |
-0 |
| 1 |
6 |
153,639 |
153,639 |
57,424 |
0.39 |
0.093 |
0.092 |
14,110 |
| SGP |
-1 |
10 |
-627,844 |
-627,844 |
-479,409 |
0.79 |
-0.015 |
-0.009 |
4,268 |
| 1 |
2 |
110,848 |
110,848 |
43,418 |
0.43 |
0.050 |
0.050 |
6,666 |
| THA |
1 |
18 |
1,050,566 |
1,050,566 |
350,752 |
0.46 |
0.139 |
0.134 |
165,217 |
| TWN |
-1 |
36 |
-1,295,261 |
-1,295,261 |
-707,540 |
0.67 |
0.063 |
0.082 |
-111,954 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.245 |
0.245 |
0 |
| 1 |
43 |
2,663,777 |
2,663,777 |
2,584,115 |
1.04 |
0.173 |
0.175 |
470,853 |